CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8066 |
0.8056 |
-0.0010 |
-0.1% |
0.8235 |
| High |
0.8089 |
0.8088 |
-0.0001 |
0.0% |
0.8244 |
| Low |
0.8031 |
0.8030 |
-0.0001 |
0.0% |
0.8045 |
| Close |
0.8052 |
0.8050 |
-0.0002 |
0.0% |
0.8072 |
| Range |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0199 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
20,112 |
9,881 |
-10,231 |
-50.9% |
18,329 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8198 |
0.8082 |
|
| R3 |
0.8172 |
0.8140 |
0.8066 |
|
| R2 |
0.8114 |
0.8114 |
0.8061 |
|
| R1 |
0.8082 |
0.8082 |
0.8055 |
0.8069 |
| PP |
0.8056 |
0.8056 |
0.8056 |
0.8050 |
| S1 |
0.8024 |
0.8024 |
0.8045 |
0.8011 |
| S2 |
0.7998 |
0.7998 |
0.8039 |
|
| S3 |
0.7940 |
0.7966 |
0.8034 |
|
| S4 |
0.7882 |
0.7908 |
0.8018 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8717 |
0.8594 |
0.8181 |
|
| R3 |
0.8518 |
0.8395 |
0.8127 |
|
| R2 |
0.8319 |
0.8319 |
0.8108 |
|
| R1 |
0.8196 |
0.8196 |
0.8090 |
0.8158 |
| PP |
0.8120 |
0.8120 |
0.8120 |
0.8102 |
| S1 |
0.7997 |
0.7997 |
0.8054 |
0.7959 |
| S2 |
0.7921 |
0.7921 |
0.8036 |
|
| S3 |
0.7722 |
0.7798 |
0.8017 |
|
| S4 |
0.7523 |
0.7599 |
0.7963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8101 |
0.8006 |
0.0095 |
1.2% |
0.0061 |
0.8% |
46% |
False |
False |
10,169 |
| 10 |
0.8300 |
0.8006 |
0.0294 |
3.7% |
0.0067 |
0.8% |
15% |
False |
False |
6,296 |
| 20 |
0.8423 |
0.8006 |
0.0417 |
5.2% |
0.0057 |
0.7% |
11% |
False |
False |
3,339 |
| 40 |
0.8455 |
0.8006 |
0.0449 |
5.6% |
0.0053 |
0.7% |
10% |
False |
False |
1,772 |
| 60 |
0.8470 |
0.8006 |
0.0464 |
5.8% |
0.0053 |
0.7% |
9% |
False |
False |
1,208 |
| 80 |
0.8470 |
0.8006 |
0.0464 |
5.8% |
0.0047 |
0.6% |
9% |
False |
False |
910 |
| 100 |
0.8640 |
0.8006 |
0.0634 |
7.9% |
0.0045 |
0.6% |
7% |
False |
False |
734 |
| 120 |
0.8640 |
0.8006 |
0.0634 |
7.9% |
0.0042 |
0.5% |
7% |
False |
False |
612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8335 |
|
2.618 |
0.8240 |
|
1.618 |
0.8182 |
|
1.000 |
0.8146 |
|
0.618 |
0.8124 |
|
HIGH |
0.8088 |
|
0.618 |
0.8066 |
|
0.500 |
0.8059 |
|
0.382 |
0.8052 |
|
LOW |
0.8030 |
|
0.618 |
0.7994 |
|
1.000 |
0.7972 |
|
1.618 |
0.7936 |
|
2.618 |
0.7878 |
|
4.250 |
0.7784 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8059 |
0.8050 |
| PP |
0.8056 |
0.8049 |
| S1 |
0.8053 |
0.8049 |
|